Depends what primer and what you are doing. Alot of promers raise the wood grain, and need sanding and a second coat - especially cellulose.
When painting car bodies and fibreglass we uwse many primer coats to cover up scratches and blemishes, all rubbed down.
I used three coats of acrlyic primer, rubbed down, on the bathroom T & G. That came up immmaculate after another undercoat rubbed down, and two top coats, the first one rubbed down.
Of course if you want a crap finish, none of that is necessary.